But he was just getting started. "I get it. I was jerking off to her before I met her!" he blurted out near the end of the interview when Stern asked Davidson how he deals with the come-ons and objectification that Grande faces on a daily basis."I've been there. I've been in the other shoes. Who knew I was practicing this whole time [for our relationship.]?"
Backing up to the genesis of their relationship, Davidson said he and Grande were both in a "similar situation" when they got together, with Grande just having broken up with the late rapper Mac Miller and Davidson splitting from Cazzie David. As everyone knows, their meet cute originally took place three years ago when they locked eyes in the writer's room at SNL, where Davidson thought he made a terrible impression and just stared awkwardly at Grande the whole time. "It's the weirdest, coolest thing that's ever happened," he said of their instant bond and quickie engagement earlier this year.
Davidson credited Grande's manager, Scooter Braun, for helping them make a love connection, describing how Braun came to visit him at SNL when Davidson was in a particularly dark place. "Scooter told me she has somewhat interested in me," he said of the subsequent invitation to Grande's New York apartment to hang out that he thought was a kind of pity outreach. Grande, who was dressed up after coming from the Met Gala -- as opposed to Davidson's usual stained sweats and a t-shirt outfit -- seemed like she was having fun, but Davidson was so insecure about how things were going that he asked the singer's friend if he should stay after a group of 10 friends had gathered for a get-to-know-you game of Quiplash.
"I literally was like, 'Hi, can I kiss you please?'" he said of his awkwardness in making a first move, and his concern that he was not worthy of her attention. "Any time we're intimate I'm always apologizing and saying thank you. 'You're awesome for doing this, thank you so much.'" The comedian, 24, described his relationship as feeling "like I'm wearing VR glasses," whenever anyone tells him he's too young to get married and hasn't experienced life enough. "Whatever makes her happy makes me happy."
The big question, though, was when the pair were finally going to marry. "We're working on it...we have a game plan," Davidson said of the couple's wedding plans. "I'm just fucking lucky and I hope that I don't wake up." Part of the dream is the fact that Grande is so smitten that she wrote the Sweetener songlet "Pete Davidson" in his honor, something Davidson still can't quite believe. He said Grande came back from the studio one day and told him she made a "little something" about him. "I just thought it was something low-key for us, and then I, like, cried...nobody even opened a door for me. Nobody gives a fuck about me, ever and I was like, 'This is the nicest thing.'"
When Stern said he was impressed with Grande's impressions of fellow pop stars such as Britney Spears, Davidson proudly proclaimed, "She can do anybody...anybody that's your favorite singer, she can do exactly like that. Also, she should be on SNL. She's way better at that shit than I am. She's a fucking machine." Congenitally self-deprecating and insecure about his talents, Davidson admitted that before they started dating, he "scrolled through a list of hot guys" Grande might date instead (including all of One Direction) and when she said she wanted to be with him, he said, "All right." In keeping with the theme of his gratitude for Grande coming into his life, Davidson -- whose father was a firefighter who died on 9/11 -- said he thanked her for giving him a key to her New York condo last week.
"Thank you again for letting me live in your home," he said he told her, and admitting that he is constantly cleaning to earn his keep. As another example of the mind-bending new reality of dating an international superstar like Grande, Davidson revealed that he's gotten death threats over the relationship. "Someone wanted to shoot me in the face because she's so hot," he said. "You know how insane that is? It's like, 'Am I that ugly that people wanna shoot me in the face?'"
Repeatedly returning to the theme of how his newfound fame has been a bit disorienting, Davidson praised his pal Justin Bieber for his ability to take a joke when he appeared in a 2015 Comedy Central roast. "It's fun to see someone be human, be humanized," he said of JB's ability to laugh about himself. "They're these people, you're like, 'This is a star,' then you watch them shit on themselves and think, 'This is nice.'" Watching Bieber expertly take the jokes helped humanize the teen star, who Davidson suspected many people resented for his rapid rise to fame and riches.
"I tell him all the time, 'I have no idea how you haven't killed someone,'" he said he tells Bieber. "If I was him...five people, at least...I just mean if I had $200 million and I was 18 years old, I would getting into way worse shenanigans than he's been up to."
Davidson did not hold back on any topic, including a recent hard dis from a former SNL star. "He's a fuckin' douche bag, fuck Chevy Chase. I hate that dude," Davidson responded when asked about the season one SNL alum's recent slam at the current cast, whose bits Chase recently called "the worst fucking humor in the world."
Among the other subjects Davidson touched on was the furor over Bishop Charles E. Ellis III's awkward embrace of Grande at Aretha Franklin's funeral last month, which some people thought was inappropriate; for the record, Davidson said he's "never been prouder" than when former Pres. Bill Clinton appeared to be ogling Grande. "We didn't even know it happened until after," Davidson said of the incident, which Ellis later apologized for. "It's not cool and I feel really bad. We both don't think that was intentional. He's a really tall guy, she's very little. He was trying to be funny. He did a stupid joke, he's a pastor. He did a shitty joke, broadcast it on TV. Shitty situation...I feel bad for that guy."
Davidson, who invited Stern to his wedding, also discussed his love of hip-hop, calling out favorites including Machine Gun Kelly and Kid Cudi, who he said helped find him a bed at a rehab facility in Malibu during one of the comedian's darker periods.
SNL's season 44 premiere will take place on Sept. 29, featuring host Adam Driver and musical guest Kanye West.
Watch Davidson talk about Grande and death threats on SiriusXM's Howard Stern Show below.